Access Statistics for Heejoon Han

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates 0 0 0 105 0 0 14 334
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 0 1 1 14 19
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 76 1 1 12 230
Modeling and predicting the market volatility index: The case of VKOSPI 0 0 1 67 3 30 173 386
Quantile Dependence between Stock Markets and its Application in Volatility Forecasting 0 0 0 50 0 0 7 76
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 1 13 0 2 21 119
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 0 3 32 155
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 1 2 13 22
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 1 11 507
Total Working Papers 0 0 2 456 6 40 297 1,848

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility 0 0 0 27 0 0 7 89
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE 0 0 0 41 1 1 14 156
Asymptotic Properties of GARCH-X Processes 0 0 1 26 0 0 18 84
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates 0 0 0 75 3 4 23 244
Carry trades and endogenous regime switches in exchange rate volatility 0 0 0 19 0 1 13 90
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility 0 0 0 0 1 2 12 78
Effects of the US stock market return and volatility on the VKOSPI 0 0 1 8 2 25 150 227
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics* 0 1 6 10 0 1 14 30
GARCH with omitted persistent covariate 0 0 0 7 1 1 11 52
Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach 0 0 1 28 1 4 26 122
Multi-Step-Ahead Forecasting of the CBOE Volatility Index in a Data-Rich Environment: Application of Random Forest with Boruta Algorithm 2 3 13 36 4 8 36 100
Non‐stationary non‐parametric volatility model 0 0 0 0 1 2 10 58
Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea 0 0 0 12 2 3 11 77
The cross-quantilogram: Measuring quantile dependence and testing directional predictability across time-series and cross-sectional data 1 1 1 1 2 2 2 2
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 1 1 7 124 4 9 61 494
The tail behavior of safe haven currencies: A cross-quantilogram analysis 0 0 2 19 2 3 31 90
Time series properties of ARCH processes with persistent covariates 0 0 0 56 1 2 9 226
Triple Regime Stochastic Volatility Model with Threshold and Leverage Effects 0 0 0 8 0 0 9 43
World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s 0 0 0 14 1 1 13 85
Total Journal Articles 4 6 32 511 26 69 470 2,347

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Statistics updated 2026-08-07